The company mining sand is wasting sand and people's time mining the sand for the broken window.
The company that melts the sand into glass is wasting time and energy making the glass for that window.
The company that transports the window to the distributor is wasting storage space, energy(gas), and salary transporting it to the retail location(Home Depot).
The retail company is wasting storage space on the window, and perhaps a couple minutes of a salesperson's time.
The handyman is wasting his time when he installs a window to no benefit.
The insurance company is wasting their time handling the claim, and is implicitly costing everyone else in their client pool time with increased premiums.
And the person whose window was broken has their time wasted working in order to pay for the new window.
Any property that any of these people use is wasted, because if your office processes claims for broken windows the portion of the rent used for office space is wasted. (For example, if you spend enough time on broken windows, you might need extra staff and therefore a larger property.)
In each of these, maybe only a few minutes, seconds, or milliseconds(in the case of the sand needed) is wasted. But the entire ripple effect is ultimately a waste. In some cases, there appears to be no effect because a company may have additional capacity already available. But if you make a complete accounting of all effects, it is all a waste.
When I look at issues in economics, I like to erase the money entirely, since money is often nothing more than an accounting tool to make a graph reduction problem easier. In the case of a broken window, all you've done when you eliminate the money is waste resources, land usage, and many people's time.
Contrast this with a new window for a brand new building: Presumably that building is being used for some productive purpose, so the entire supply chain is implicitly being used for a productive purpose.